+66.2%
TSM vs NCLH
-42.6%
+108.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | +2.6% | -6.5% | +9.2% | +4.1% |
| 30D | +1.4% | -22.1% | +23.5% | +6.7% |
| 3M | +5.0% | -18.7% | +23.7% | +8.0% |
| 6M | +24.0% | -28.4% | +52.4% | +30.2% |
| YTD | +41.6% | -34.7% | +76.3% | +50.3% |
| 1Y | +66.2% | -42.7% | +108.9% | +78.3% |
| All | +66.2% | -42.6% | +108.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling